Jian Song

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
On a class of stochastic fractional heat equations	2024-12-18	Paper
Eigenvalue distributions of high-dimensional matrix processes driven by fractional Brownian motion	2024-08-26	Paper
Stochastic fractional diffusion equations with Gaussian noise rough in space	2024-07-02	Paper
On eigenvalues of the Brownian sheet matrix	2024-01-29	Paper
Hyperbolic Anderson Model 2: Strichartz Estimates and Stratonovich Setting	2024-01-25	Paper
On a class of stochastic fractional heat equations	2023-11-20	Paper
Stochastic partial differential equations associated with Feller processes	2023-10-28	Paper
Hitting probabilities of Gaussian random fields and collision of eigenvalues of random matrices	2023-05-16	Paper
A new correlation inequality for Ising models with external fields	2023-05-12	Paper
Stochastic fractional diffusion equations with Gaussian noise rough in space	2023-03-21	Paper
Entropy flow and de Bruijn's identity for a class of stochastic differential equations driven by fractional Brownian motion	2022-11-18	Paper
Moments and asymptotics for a class of SPDEs with space-time white noise	2022-06-20	Paper
Solving the hyperbolic Anderson model 1: Skorohod setting	2021-12-09	Paper
On collision of multiple eigenvalues for matrix-valued Gaussian processes	2020-06-29	Paper
Eigenvalue distributions of high-dimensional matrix processes driven by fractional Brownian motion	2020-01-26	Paper
High-dimensional central limit theorems for eigenvalue distributions of generalized Wishart processes	2019-08-09	Paper
Nonlinear Feynman--Kac formulas for Stochastic Partial Differential Equations with Space-Time Noise	2019-04-18	Paper
Temporal asymptotics for fractional parabolic Anderson model	2018-05-15	Paper
Nonlinear Feynman-Kac formulae for SPDEs with space-time noise	2017-12-01	Paper
On a class of stochastic partial differential equations	2016-11-30	Paper
On drift parameter estimation for reflected fractional Ornstein-Uhlenbeck processes	2016-11-25	Paper
Parameter estimation for reflected Ornstein-Uhlenbeck processes with discrete observations	2015-10-05	Paper
The \(\frac{4}{3}\)-variation of the derivative of the self-intersection Brownian local time and related processes	2014-11-17	Paper
Maximum principle for general controlled systems driven by fractional Brownian motions	2013-08-09	Paper
Parameter estimation for fractional Ornstein-Uhlenbeck processes with discrete observations	2013-07-30	Paper
Some results on backward stochastic differential equations driven by fractional Brownian motions	2013-06-12	Paper
A nonlinear stochastic heat equation: Hölder continuity and smoothness of the density of the solution	2013-03-06	Paper
Asymptotic behavior of the solution of heat equation driven by fractional white noise	2012-05-18	Paper
Feynman-Kac formula for fractional heat equation driven by fractional white noise	2012-03-02	Paper
Feynman-Kac formula for heat equation driven by fractional white noise	2011-02-09	Paper
Fractional martingales and characterization of the fractional Brownian motion	2010-05-17	Paper
Integral representation of renormalized self-intersection local times	2009-02-10	Paper

Research outcomes over time

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